-86.8%
MSTU vs TECK
+54.9%
-141.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +4.2% | -12.8% | -13.3% |
| 7D | +16.1% | +7.8% | +8.4% | +6.7% |
| 30D | +68.7% | +8.3% | +60.4% | +56.2% |
| 3M | -11.0% | +16.1% | -27.1% | -23.5% |
| 6M | -33.4% | +42.9% | -76.2% | -55.1% |
| YTD | -59.5% | +50.8% | -110.3% | -75.3% |
| 1Y | -93.4% | +106.1% | -199.4% | -97.5% |
| All | -86.8% | +54.9% | -141.8% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling